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On linearly regressive processes

Published online by Cambridge University Press:  14 July 2016

John F. Reynolds
John F. Reynolds*
Affiliation:
University College, Cardiff
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Abstract

We consider an important class of integer valued stochastic processes characterised by a certain form of time dependent probability generating function (P.G.F.). Certain results are obtained concerning the correlation structure of such processes, and it is shown that these are considerably simplified in the case of a stationary distribution having been attained. The results are illustrated in the latter case using some commonly occurring processes belonging to the class under consideration.

Keywords

MARKOV QUEUESBRANCHING PROCESSESLINEAR REGRESSIONCOVARIANCE FUNCTIONS

Information

Type
Short Communications
Information
Journal of Applied Probability , Volume 9 , Issue 1 , March 1972 , pp. 208 - 213
Copyright
Copyright © Applied Probability Trust 1972 

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